📊 Backtest Report
Summary
================================================================================
BACKTEST SUMMARY REPORT
================================================================================
CAPITAL PERFORMANCE
-------------------
Initial Capital: $10,000.00
Final Capital: $9,992.42
Net P&L: $-7.58
Total Return: -0.08%
TRADE STATISTICS
----------------
Total Trades: 104
Winning Trades: 32
Losing Trades: 72
Win Rate: 30.77%
Gross Profit: $0.19
Gross Loss: $7.76
Average Win: $0.01
Average Loss: $0.11
RISK METRICS
------------
Profit Factor: 0.02
Expectancy: $-0.07
Avg Risk/Reward: 0.05
Sharpe Ratio: -22.05
Sortino Ratio: -0.28
Omega Ratio: 0.61
Calmar Ratio: -1.00
DRAWDOWN ANALYSIS
-----------------
Maximum Drawdown: -0.08%
Recovery Factor: -1.00
Ulcer Index: 0.05
EXECUTION QUALITY
-----------------
Average MAE: -0.15%
Average MFE: 0.12%
Total Commission: $5.27
Total Slippage: $1.32
ADVANCED METRICS
----------------
Kelly Criterion: 0.00%
Tail Ratio: 0.63
Max Consecutive Wins: 3
Max Consecutive Losses: 13
================================================================================
Performance Metrics
| Metric |
Value |
| Initial Capital |
$10,000.00 |
| Final Capital |
$9,992.42 |
| Net P&L |
$-7.58 |
| Return % |
-0.08% |
| Total Trades |
104 |
| Winning Trades |
32 |
| Losing Trades |
72 |
| Win Rate |
30.77% |
| Profit Factor |
0.02 |
| Sharpe Ratio |
-22.05 |
| Max Drawdown |
-0.08% |
| Recovery Factor |
-1.00 |
| Calmar Ratio |
-1.00 |
| Average Win |
$0.01 |
| Average Loss |
$0.11 |
| Expectancy |
$-0.07 |
| Avg Risk/Reward |
0.05 |
| Avg MAE |
-0.15% |
| Avg MFE |
0.12% |
| Sortino Ratio |
-0.28 |
| Omega Ratio |
0.61 |
| Kelly Criterion |
0.00% |
| Max Consecutive Wins |
3 |
| Max Consecutive Losses |
13 |
Visual Analysis
Trade Details
| Trade # |
Entry Time |
Exit Time |
Type |
Entry Price |
Exit Price |
Size |
P&L |
P&L % |
Exit Reason |
Duration (bars) |
MAE % |
MFE % |
Commission |
Slippage |
| 1 |
2024-06-24 02:20:00 |
2024-06-24 04:05:00 |
SHORT |
2318.790025 |
2324.511675 |
0.01 |
-0.103650 |
-0.446998 |
stop_loss |
22 |
-0.148352 |
0.046146 |
0.046433 |
0.011617 |
| 2 |
2024-06-25 03:05:00 |
2024-06-25 12:15:00 |
SHORT |
2329.114860 |
2334.846840 |
0.01 |
-0.103959 |
-0.446347 |
stop_loss |
111 |
-0.088237 |
0.273274 |
0.046640 |
0.011668 |
| 3 |
2024-06-26 02:20:00 |
2024-06-26 03:15:00 |
SHORT |
2317.930455 |
2323.651245 |
0.01 |
-0.103624 |
-0.447053 |
stop_loss |
12 |
-0.162194 |
0.000000 |
0.046416 |
0.011612 |
| 4 |
2024-06-27 02:20:00 |
2024-06-27 09:25:00 |
SHORT |
2296.811020 |
2302.510680 |
0.01 |
-0.102990 |
-0.448404 |
stop_loss |
86 |
-0.188913 |
0.010929 |
0.045993 |
0.011507 |
| 5 |
2024-06-28 02:20:00 |
2024-06-28 03:40:00 |
LONG |
2328.523680 |
2322.798020 |
0.01 |
-0.103770 |
-0.445646 |
stop_loss |
17 |
-0.190837 |
0.000000 |
0.046513 |
0.011620 |
| 6 |
2024-07-01 02:35:00 |
2024-07-01 03:25:00 |
LONG |
2326.802820 |
2321.078880 |
0.01 |
-0.103718 |
-0.445754 |
stop_loss |
11 |
-0.194379 |
0.000000 |
0.046479 |
0.011611 |
| 7 |
2024-07-02 02:30:00 |
2024-07-02 06:10:00 |
LONG |
2333.716275 |
2327.985425 |
0.01 |
-0.103926 |
-0.445322 |
stop_loss |
45 |
-0.164813 |
0.029298 |
0.046617 |
0.011646 |
| 8 |
2024-07-03 02:30:00 |
2024-07-03 07:30:00 |
SHORT |
2328.765035 |
2334.496665 |
0.01 |
-0.103949 |
-0.446369 |
stop_loss |
61 |
-0.191302 |
0.077510 |
0.046633 |
0.011667 |
| 9 |
2024-07-04 02:40:00 |
2024-07-04 08:20:00 |
LONG |
2360.449635 |
2354.692065 |
0.01 |
-0.104727 |
-0.443674 |
stop_loss |
69 |
-0.171562 |
0.088982 |
0.047151 |
0.011779 |
| 10 |
2024-07-05 02:45:00 |
2024-07-05 09:05:00 |
LONG |
2358.718770 |
2364.657080 |
0.01 |
0.012149 |
0.051508 |
take_profit |
77 |
-0.111449 |
0.288768 |
0.047234 |
0.011829 |
| 11 |
2024-07-08 02:25:00 |
2024-07-08 05:45:00 |
LONG |
2387.663235 |
2381.878465 |
0.01 |
-0.105543 |
-0.442035 |
stop_loss |
41 |
-0.181066 |
0.144776 |
0.047695 |
0.011915 |
| 12 |
2024-07-09 02:20:00 |
2024-07-09 15:25:00 |
LONG |
2362.170495 |
2356.411205 |
0.01 |
-0.104779 |
-0.443570 |
stop_loss |
158 |
-0.193487 |
0.280230 |
0.047186 |
0.011788 |
| 13 |
2024-07-10 02:30:00 |
2024-07-10 10:00:00 |
LONG |
2366.572695 |
2372.503155 |
0.01 |
0.011914 |
0.050342 |
take_profit |
91 |
-0.137443 |
0.264404 |
0.047391 |
0.011868 |
| 14 |
2024-07-12 02:25:00 |
2024-07-12 04:15:00 |
LONG |
2415.387090 |
2409.574610 |
0.01 |
-0.106374 |
-0.440403 |
stop_loss |
23 |
-0.178319 |
0.038624 |
0.048250 |
0.012054 |
| 15 |
2024-07-15 02:20:00 |
2024-07-15 04:50:00 |
SHORT |
2405.026885 |
2410.834815 |
0.01 |
-0.106238 |
-0.441733 |
stop_loss |
31 |
-0.160211 |
0.001534 |
0.048159 |
0.012048 |
| 16 |
2024-07-16 02:20:00 |
2024-07-16 06:00:00 |
LONG |
2423.311050 |
2429.184800 |
0.01 |
0.010213 |
0.042143 |
take_profit |
45 |
-0.135808 |
0.290056 |
0.048525 |
0.012152 |
| 17 |
2024-07-17 02:25:00 |
2024-07-17 03:40:00 |
SHORT |
2467.345710 |
2473.215990 |
0.01 |
-0.108108 |
-0.438157 |
stop_loss |
16 |
-0.098255 |
0.045624 |
0.049406 |
0.012360 |
| 18 |
2024-07-18 02:25:00 |
2024-07-18 03:05:00 |
LONG |
2462.540655 |
2456.681045 |
0.01 |
-0.107788 |
-0.437712 |
stop_loss |
9 |
-0.155151 |
0.000000 |
0.049192 |
0.012290 |
| 19 |
2024-07-19 02:25:00 |
2024-07-19 03:00:00 |
LONG |
2445.892335 |
2440.049365 |
0.01 |
-0.107289 |
-0.438650 |
stop_loss |
8 |
-0.188166 |
0.000000 |
0.048859 |
0.012206 |
| 20 |
2024-07-22 02:30:00 |
2024-07-22 03:15:00 |
LONG |
2412.905850 |
2407.095850 |
0.01 |
-0.106300 |
-0.440548 |
stop_loss |
10 |
-0.181766 |
0.000000 |
0.048200 |
0.012042 |
| 21 |
2024-07-23 02:30:00 |
2024-07-23 03:30:00 |
SHORT |
2393.872465 |
2399.669235 |
0.01 |
-0.105903 |
-0.442392 |
stop_loss |
13 |
-0.154876 |
0.000000 |
0.047935 |
0.011992 |
| 22 |
2024-07-24 03:05:00 |
2024-07-24 04:25:00 |
LONG |
2410.954875 |
2405.146825 |
0.01 |
-0.106242 |
-0.440662 |
stop_loss |
17 |
-0.137907 |
0.051644 |
0.048161 |
0.012032 |
| 23 |
2024-07-25 02:20:00 |
2024-07-25 03:05:00 |
LONG |
2400.939870 |
2395.141830 |
0.01 |
-0.105941 |
-0.441249 |
stop_loss |
10 |
-0.123696 |
0.012501 |
0.047961 |
0.011982 |
| 24 |
2024-07-26 02:25:00 |
2024-07-26 04:30:00 |
SHORT |
2361.418700 |
2367.183000 |
0.01 |
-0.104929 |
-0.444347 |
stop_loss |
26 |
-0.182149 |
0.235820 |
0.047286 |
0.011830 |
| 25 |
2024-07-29 02:20:00 |
2024-07-29 04:30:00 |
LONG |
2397.928365 |
2392.133335 |
0.01 |
-0.105851 |
-0.441427 |
stop_loss |
27 |
-0.121704 |
0.191900 |
0.047901 |
0.011967 |
| 26 |
2024-07-30 02:20:00 |
2024-07-30 07:00:00 |
SHORT |
2381.728540 |
2387.513160 |
0.01 |
-0.105539 |
-0.443118 |
stop_loss |
57 |
-0.180602 |
0.219107 |
0.047692 |
0.011932 |
| 27 |
2024-07-31 02:25:00 |
2024-07-31 04:00:00 |
LONG |
2411.014905 |
2405.206795 |
0.01 |
-0.106243 |
-0.440658 |
stop_loss |
20 |
-0.126706 |
0.000000 |
0.048162 |
0.012032 |
| 28 |
2024-08-01 02:20:00 |
2024-08-01 04:05:00 |
SHORT |
2445.316730 |
2451.164970 |
0.01 |
-0.107447 |
-0.439400 |
stop_loss |
22 |
-0.171073 |
0.038716 |
0.048965 |
0.012250 |
| 29 |
2024-08-02 02:20:00 |
2024-08-02 03:20:00 |
SHORT |
2443.297740 |
2449.143960 |
0.01 |
-0.107387 |
-0.439515 |
stop_loss |
13 |
-0.165443 |
0.000000 |
0.048924 |
0.012240 |
| 30 |
2024-08-05 02:45:00 |
2024-08-05 03:05:00 |
SHORT |
2438.740020 |
2432.875830 |
0.01 |
0.009926 |
0.040700 |
take_profit |
5 |
-0.107432 |
0.061508 |
0.048716 |
0.012158 |
| 31 |
2024-08-06 02:35:00 |
2024-08-06 03:20:00 |
SHORT |
2406.895950 |
2412.705750 |
0.01 |
-0.106294 |
-0.441623 |
stop_loss |
10 |
-0.150985 |
0.101623 |
0.048196 |
0.012058 |
| 32 |
2024-08-07 02:25:00 |
2024-08-07 07:15:00 |
SHORT |
2385.606600 |
2391.395100 |
0.01 |
-0.105655 |
-0.442885 |
stop_loss |
59 |
-0.169911 |
0.274002 |
0.047770 |
0.011951 |
| 33 |
2024-08-08 02:20:00 |
2024-08-08 06:50:00 |
LONG |
2386.402605 |
2392.313245 |
0.01 |
0.011319 |
0.047432 |
take_profit |
55 |
-0.130012 |
0.262210 |
0.047787 |
0.011968 |
| 34 |
2024-08-09 02:20:00 |
2024-08-09 05:00:00 |
SHORT |
2423.247770 |
2429.073930 |
0.01 |
-0.106785 |
-0.440668 |
stop_loss |
33 |
-0.176714 |
0.128248 |
0.048523 |
0.012139 |
| 35 |
2024-08-12 02:25:00 |
2024-08-12 07:30:00 |
SHORT |
2426.776005 |
2432.605695 |
0.01 |
-0.106891 |
-0.440464 |
stop_loss |
62 |
-0.166641 |
0.119335 |
0.048594 |
0.012157 |
| 36 |
2024-08-13 02:20:00 |
2024-08-13 03:35:00 |
LONG |
2475.987375 |
2470.114325 |
0.01 |
-0.108192 |
-0.436963 |
stop_loss |
16 |
-0.158215 |
0.039686 |
0.049461 |
0.012357 |
| 37 |
2024-08-14 02:25:00 |
2024-08-14 04:10:00 |
SHORT |
2463.297735 |
2469.163965 |
0.01 |
-0.107987 |
-0.438384 |
stop_loss |
22 |
-0.181556 |
0.010869 |
0.049325 |
0.012340 |
| 38 |
2024-08-15 02:35:00 |
2024-08-15 09:10:00 |
LONG |
2449.764270 |
2455.611580 |
0.01 |
0.009419 |
0.038450 |
take_profit |
80 |
-0.083039 |
0.234542 |
0.049054 |
0.012284 |
| 39 |
2024-08-16 02:30:00 |
2024-08-16 06:10:00 |
LONG |
2457.598185 |
2451.743515 |
0.01 |
-0.107640 |
-0.437989 |
stop_loss |
45 |
-0.161059 |
0.102206 |
0.049093 |
0.012265 |
| 40 |
2024-08-19 02:25:00 |
2024-08-19 04:20:00 |
SHORT |
2502.738005 |
2496.937845 |
0.01 |
0.008005 |
0.031984 |
take_profit |
24 |
-0.163101 |
0.248848 |
0.049997 |
0.012478 |
| 41 |
2024-08-20 02:20:00 |
2024-08-20 03:35:00 |
SHORT |
2501.878435 |
2507.783265 |
0.01 |
-0.109145 |
-0.436252 |
stop_loss |
16 |
-0.151549 |
0.000000 |
0.050097 |
0.012533 |
| 42 |
2024-08-21 02:20:00 |
2024-08-21 04:30:00 |
LONG |
2516.507625 |
2510.594075 |
0.01 |
-0.109407 |
-0.434755 |
stop_loss |
27 |
-0.184686 |
0.000000 |
0.050271 |
0.012559 |
| 43 |
2024-08-22 02:35:00 |
2024-08-22 05:25:00 |
SHORT |
2512.013365 |
2506.222485 |
0.01 |
0.007726 |
0.030758 |
take_profit |
35 |
-0.106155 |
0.273620 |
0.050182 |
0.012525 |
| 44 |
2024-08-23 02:30:00 |
2024-08-23 07:00:00 |
LONG |
2487.253005 |
2493.062845 |
0.01 |
0.008295 |
0.033351 |
take_profit |
55 |
-0.063645 |
0.257191 |
0.049803 |
0.012472 |
| 45 |
2024-08-26 03:30:00 |
2024-08-26 03:45:00 |
LONG |
2517.918330 |
2512.003370 |
0.01 |
-0.109449 |
-0.434680 |
stop_loss |
4 |
-0.129803 |
0.000000 |
0.050299 |
0.012566 |
| 46 |
2024-08-27 02:35:00 |
2024-08-27 04:45:00 |
SHORT |
2515.751495 |
2509.964355 |
0.01 |
0.007614 |
0.030266 |
take_profit |
27 |
-0.056782 |
0.241339 |
0.050257 |
0.012544 |
| 47 |
2024-08-28 02:35:00 |
2024-08-28 05:10:00 |
SHORT |
2523.877430 |
2518.098420 |
0.01 |
0.007370 |
0.029202 |
take_profit |
32 |
-0.118174 |
0.278042 |
0.050420 |
0.012584 |
| 48 |
2024-08-29 02:50:00 |
2024-08-29 06:35:00 |
LONG |
2509.163955 |
2514.951895 |
0.01 |
0.007638 |
0.030441 |
take_profit |
46 |
-0.061931 |
0.252516 |
0.050241 |
0.012581 |
| 49 |
2024-08-30 02:30:00 |
2024-08-30 09:25:00 |
SHORT |
2518.560090 |
2524.481610 |
0.01 |
-0.109646 |
-0.435350 |
stop_loss |
84 |
-0.059951 |
0.252529 |
0.050430 |
0.012616 |
| 50 |
2024-09-02 02:20:00 |
2024-09-02 05:05:00 |
SHORT |
2500.848950 |
2495.046900 |
0.01 |
0.008062 |
0.032235 |
take_profit |
34 |
-0.167185 |
0.187894 |
0.049959 |
0.012469 |
| 51 |
2024-09-03 02:40:00 |
2024-09-03 04:00:00 |
LONG |
2499.579165 |
2493.682535 |
0.01 |
-0.108899 |
-0.435669 |
stop_loss |
17 |
-0.180797 |
0.000000 |
0.049933 |
0.012475 |
| 52 |
2024-09-04 02:20:00 |
2024-09-04 09:20:00 |
LONG |
2495.347050 |
2489.454650 |
0.01 |
-0.108772 |
-0.435899 |
stop_loss |
85 |
-0.158978 |
0.063035 |
0.049848 |
0.012454 |
| 53 |
2024-09-05 02:25:00 |
2024-09-05 09:10:00 |
LONG |
2497.378065 |
2503.177785 |
0.01 |
0.007992 |
0.032000 |
take_profit |
82 |
-0.140870 |
0.233522 |
0.050006 |
0.012522 |
| 54 |
2024-09-06 02:40:00 |
2024-09-06 04:30:00 |
LONG |
2518.958850 |
2513.042850 |
0.01 |
-0.109480 |
-0.434624 |
stop_loss |
23 |
-0.180982 |
0.000000 |
0.050320 |
0.012571 |
| 55 |
2024-09-09 02:20:00 |
2024-09-09 08:50:00 |
SHORT |
2495.911420 |
2490.104430 |
0.01 |
0.008210 |
0.032893 |
take_profit |
79 |
-0.181440 |
0.270099 |
0.049860 |
0.012444 |
| 56 |
2024-09-10 02:20:00 |
2024-09-10 13:15:00 |
SHORT |
2504.577085 |
2510.484615 |
0.01 |
-0.109226 |
-0.436105 |
stop_loss |
132 |
-0.127084 |
0.176361 |
0.050151 |
0.012546 |
| 57 |
2024-09-11 02:20:00 |
2024-09-11 09:10:00 |
LONG |
2518.918830 |
2524.697020 |
0.01 |
0.007346 |
0.029162 |
take_profit |
83 |
-0.155973 |
0.191398 |
0.050436 |
0.012630 |
| 58 |
2024-09-12 02:45:00 |
2024-09-12 06:45:00 |
SHORT |
2510.793975 |
2516.707725 |
0.01 |
-0.109413 |
-0.435769 |
stop_loss |
49 |
-0.177873 |
0.000000 |
0.050275 |
0.012577 |
| 59 |
2024-09-13 02:30:00 |
2024-09-13 03:40:00 |
SHORT |
2556.001360 |
2561.960340 |
0.01 |
-0.110769 |
-0.433370 |
stop_loss |
15 |
-0.152529 |
0.000000 |
0.051180 |
0.012803 |
| 60 |
2024-09-16 02:30:00 |
2024-09-16 03:25:00 |
SHORT |
2577.590560 |
2583.571140 |
0.01 |
-0.111417 |
-0.432254 |
stop_loss |
12 |
-0.160593 |
0.000000 |
0.051612 |
0.012911 |
| 61 |
2024-09-17 02:45:00 |
2024-09-17 04:00:00 |
LONG |
2584.921815 |
2578.939885 |
0.01 |
-0.111458 |
-0.431185 |
stop_loss |
16 |
-0.178799 |
0.000000 |
0.051639 |
0.012901 |
| 62 |
2024-09-18 02:20:00 |
2024-09-18 07:50:00 |
LONG |
2574.116415 |
2568.145285 |
0.01 |
-0.111134 |
-0.431736 |
stop_loss |
67 |
-0.173124 |
0.092210 |
0.051423 |
0.012847 |
| 63 |
2024-09-19 02:20:00 |
2024-09-19 05:25:00 |
SHORT |
2556.431145 |
2562.390555 |
0.01 |
-0.110782 |
-0.433348 |
stop_loss |
38 |
-0.170505 |
0.206192 |
0.051188 |
0.012806 |
| 64 |
2024-09-20 03:10:00 |
2024-09-20 05:05:00 |
SHORT |
2585.116795 |
2591.104905 |
0.01 |
-0.111643 |
-0.431870 |
stop_loss |
24 |
-0.170329 |
0.011094 |
0.051762 |
0.012949 |
| 65 |
2024-09-23 03:00:00 |
2024-09-23 05:30:00 |
SHORT |
2618.350170 |
2624.371530 |
0.01 |
-0.112641 |
-0.430198 |
stop_loss |
31 |
-0.121444 |
0.085938 |
0.052427 |
0.013115 |
| 66 |
2024-09-24 02:20:00 |
2024-09-24 04:15:00 |
SHORT |
2625.186750 |
2631.214950 |
0.01 |
-0.112846 |
-0.429859 |
stop_loss |
24 |
-0.173445 |
0.048635 |
0.052564 |
0.013149 |
| 67 |
2024-09-25 02:20:00 |
2024-09-25 03:55:00 |
SHORT |
2655.591540 |
2661.650160 |
0.01 |
-0.113759 |
-0.428374 |
stop_loss |
20 |
-0.169396 |
0.000000 |
0.053172 |
0.013302 |
| 68 |
2024-09-26 02:50:00 |
2024-09-26 04:10:00 |
SHORT |
2655.931370 |
2661.990330 |
0.01 |
-0.113769 |
-0.428358 |
stop_loss |
17 |
-0.168627 |
0.018501 |
0.053179 |
0.013303 |
| 69 |
2024-09-27 02:25:00 |
2024-09-27 08:30:00 |
SHORT |
2670.723970 |
2665.091880 |
0.01 |
0.002963 |
0.011093 |
take_profit |
74 |
-0.122290 |
0.167519 |
0.053358 |
0.013319 |
| 70 |
2024-09-30 02:25:00 |
2024-09-30 04:00:00 |
LONG |
2665.352010 |
2659.289690 |
0.01 |
-0.113870 |
-0.427222 |
stop_loss |
20 |
-0.152401 |
0.025437 |
0.053246 |
0.013303 |
| 71 |
2024-10-01 02:40:00 |
2024-10-01 08:50:00 |
LONG |
2637.207945 |
2642.867905 |
0.01 |
0.003799 |
0.014405 |
take_profit |
75 |
-0.125054 |
0.254134 |
0.052801 |
0.013221 |
| 72 |
2024-10-02 02:20:00 |
2024-10-02 07:20:00 |
SHORT |
2659.689490 |
2654.046360 |
0.01 |
0.003294 |
0.012385 |
take_profit |
61 |
-0.088751 |
0.178573 |
0.053137 |
0.013264 |
| 73 |
2024-10-03 02:20:00 |
2024-10-03 03:50:00 |
LONG |
2662.530600 |
2656.471100 |
0.01 |
-0.113785 |
-0.427357 |
stop_loss |
19 |
-0.175795 |
0.015376 |
0.053190 |
0.013289 |
| 74 |
2024-10-04 02:20:00 |
2024-10-04 04:50:00 |
SHORT |
2654.392140 |
2660.449560 |
0.01 |
-0.113723 |
-0.428432 |
stop_loss |
31 |
-0.164552 |
0.000834 |
0.053148 |
0.013296 |
| 75 |
2024-10-07 02:20:00 |
2024-10-07 03:05:00 |
LONG |
2653.386030 |
2647.335670 |
0.01 |
-0.113511 |
-0.427796 |
stop_loss |
10 |
-0.156254 |
0.000000 |
0.053007 |
0.013243 |
| 76 |
2024-10-08 02:20:00 |
2024-10-08 04:00:00 |
LONG |
2646.192435 |
2640.149265 |
0.01 |
-0.113295 |
-0.428144 |
stop_loss |
21 |
-0.145584 |
0.000000 |
0.052863 |
0.013207 |
| 77 |
2024-10-09 03:55:00 |
2024-10-09 09:40:00 |
SHORT |
2619.849420 |
2614.166430 |
0.01 |
0.004490 |
0.017137 |
take_profit |
70 |
-0.170261 |
0.238541 |
0.052340 |
0.013064 |
| 78 |
2024-10-10 02:40:00 |
2024-10-10 04:40:00 |
SHORT |
2606.955870 |
2612.965830 |
0.01 |
-0.112299 |
-0.430766 |
stop_loss |
25 |
-0.157430 |
0.038584 |
0.052199 |
0.013058 |
| 79 |
2024-10-11 02:20:00 |
2024-10-11 05:25:00 |
LONG |
2632.985835 |
2638.650015 |
0.01 |
0.003925 |
0.014909 |
take_profit |
38 |
-0.064027 |
0.223479 |
0.052716 |
0.013200 |
| 80 |
2024-10-14 02:35:00 |
2024-10-14 05:40:00 |
SHORT |
2647.175750 |
2653.225950 |
0.01 |
-0.113506 |
-0.428782 |
stop_loss |
38 |
-0.167131 |
0.150188 |
0.053004 |
0.013259 |
| 81 |
2024-10-15 02:40:00 |
2024-10-15 08:10:00 |
SHORT |
2648.535070 |
2642.880780 |
0.01 |
0.003629 |
0.013701 |
take_profit |
67 |
-0.159897 |
0.251274 |
0.052914 |
0.013208 |
| 82 |
2024-10-16 02:35:00 |
2024-10-16 03:05:00 |
LONG |
2663.841255 |
2657.780445 |
0.01 |
-0.113824 |
-0.427294 |
stop_loss |
7 |
-0.172355 |
0.000000 |
0.053216 |
0.013296 |
| 83 |
2024-10-17 02:20:00 |
2024-10-17 04:50:00 |
LONG |
2675.587125 |
2681.208725 |
0.01 |
0.002648 |
0.009897 |
take_profit |
31 |
-0.059693 |
0.240055 |
0.053568 |
0.013413 |
| 84 |
2024-10-18 02:25:00 |
2024-10-18 03:35:00 |
SHORT |
2691.053800 |
2697.147900 |
0.01 |
-0.114823 |
-0.426684 |
stop_loss |
15 |
-0.162249 |
0.000000 |
0.053882 |
0.013479 |
| 85 |
2024-10-21 02:40:00 |
2024-10-21 06:35:00 |
LONG |
2725.862250 |
2731.433600 |
0.01 |
0.001141 |
0.004184 |
take_profit |
48 |
-0.173606 |
0.240208 |
0.054573 |
0.013664 |
| 86 |
2024-10-22 02:20:00 |
2024-10-22 04:30:00 |
LONG |
2723.110875 |
2728.684975 |
0.01 |
0.001223 |
0.004491 |
take_profit |
27 |
-0.090003 |
0.195333 |
0.054518 |
0.013650 |
| 87 |
2024-10-23 02:30:00 |
2024-10-23 04:00:00 |
LONG |
2749.444035 |
2743.297665 |
0.01 |
-0.116391 |
-0.423326 |
stop_loss |
19 |
-0.168544 |
0.000000 |
0.054927 |
0.013723 |
| 88 |
2024-10-24 02:35:00 |
2024-10-24 08:50:00 |
LONG |
2721.950295 |
2727.525555 |
0.01 |
0.001258 |
0.004621 |
take_profit |
76 |
-0.149903 |
0.247606 |
0.054495 |
0.013644 |
| 89 |
2024-10-25 02:25:00 |
2024-10-25 03:45:00 |
LONG |
2736.737685 |
2730.604015 |
0.01 |
-0.116010 |
-0.423899 |
stop_loss |
17 |
-0.170922 |
0.000000 |
0.054673 |
0.013660 |
| 90 |
2024-10-28 02:25:00 |
2024-10-28 03:05:00 |
LONG |
2738.538585 |
2732.403115 |
0.01 |
-0.116064 |
-0.423818 |
stop_loss |
9 |
-0.146377 |
0.061398 |
0.054709 |
0.013669 |
| 91 |
2024-10-29 02:25:00 |
2024-10-29 03:00:00 |
SHORT |
2740.069280 |
2746.212420 |
0.01 |
-0.116294 |
-0.424421 |
stop_loss |
8 |
-0.161701 |
0.000000 |
0.054863 |
0.013724 |
| 92 |
2024-10-30 02:20:00 |
2024-10-30 03:05:00 |
SHORT |
2772.243185 |
2778.418515 |
0.01 |
-0.117260 |
-0.422978 |
stop_loss |
10 |
-0.123972 |
0.000000 |
0.055507 |
0.013885 |
| 93 |
2024-10-31 02:20:00 |
2024-10-31 10:00:00 |
SHORT |
2785.436585 |
2779.919265 |
0.01 |
-0.000480 |
-0.001725 |
take_profit |
93 |
-0.167421 |
0.203436 |
0.055654 |
0.013893 |
| 94 |
2024-11-01 02:25:00 |
2024-11-01 09:00:00 |
LONG |
2748.313470 |
2753.862380 |
0.01 |
0.000467 |
0.001700 |
take_profit |
80 |
-0.126022 |
0.251665 |
0.055022 |
0.013776 |
| 95 |
2024-11-05 03:25:00 |
2024-11-05 04:45:00 |
SHORT |
2731.943345 |
2726.372505 |
0.01 |
0.001125 |
0.004119 |
take_profit |
17 |
-0.154346 |
0.232192 |
0.054583 |
0.013625 |
| 96 |
2024-11-06 03:20:00 |
2024-11-06 03:50:00 |
LONG |
2742.060345 |
2747.615505 |
0.01 |
0.000655 |
0.002388 |
take_profit |
7 |
-0.137136 |
0.250164 |
0.054897 |
0.013745 |
| 97 |
2024-11-07 03:20:00 |
2024-11-07 04:00:00 |
SHORT |
2648.834920 |
2654.886780 |
0.01 |
-0.113556 |
-0.428701 |
stop_loss |
9 |
-0.124397 |
0.202539 |
0.053037 |
0.013268 |
| 98 |
2024-11-08 03:30:00 |
2024-11-08 08:10:00 |
SHORT |
2698.200225 |
2692.595625 |
0.01 |
0.002138 |
0.007924 |
take_profit |
57 |
-0.174552 |
0.241651 |
0.053908 |
0.013456 |
| 99 |
2024-11-11 03:20:00 |
2024-11-11 03:30:00 |
SHORT |
2673.182740 |
2679.258960 |
0.01 |
-0.114287 |
-0.427530 |
stop_loss |
3 |
-0.162999 |
0.014692 |
0.053524 |
0.013390 |
| 100 |
2024-11-12 03:20:00 |
2024-11-12 03:45:00 |
SHORT |
2620.359165 |
2626.382535 |
0.01 |
-0.112701 |
-0.430098 |
stop_loss |
6 |
-0.103071 |
0.043092 |
0.052467 |
0.013125 |
| 101 |
2024-11-13 03:25:00 |
2024-11-13 07:30:00 |
LONG |
2609.744220 |
2603.737480 |
0.01 |
-0.112202 |
-0.429936 |
stop_loss |
50 |
-0.173359 |
0.136633 |
0.052135 |
0.013025 |
| 102 |
2024-11-14 03:55:00 |
2024-11-14 07:35:00 |
SHORT |
2563.537590 |
2557.798260 |
0.01 |
0.006180 |
0.024107 |
take_profit |
45 |
-0.100736 |
0.179346 |
0.051213 |
0.012783 |
| 103 |
2024-11-15 03:30:00 |
2024-11-15 04:25:00 |
SHORT |
2564.816950 |
2570.784750 |
0.01 |
-0.111034 |
-0.432912 |
stop_loss |
12 |
-0.175180 |
0.066942 |
0.051356 |
0.012847 |
| 104 |
2024-11-18 03:20:00 |
2024-11-18 03:25:00 |
LONG |
2583.160935 |
2588.874915 |
0.01 |
0.005419 |
0.020980 |
take_profit |
2 |
-0.078622 |
0.257400 |
0.051720 |
0.012951 |